Alpha Blue CA US S M C D ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.70% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8573 | 3.21 | |
| 0.2667 | 3.11 | |
| 0.0000 | 0.00 | |
| 1.7053 | 0.16 | |
| 3.5764 | 0.24 | |
| -19.9638 | -1.47 | |
| 36.9047 | 2.35 | |
| -47.0743 | -3.15 | |
| 40.2764 | 2.65 | |
| -18.9576 | -1.84 |
Estimation Period:
Dec 20, 2023 to Feb 6, 2026
Dec 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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